Same problem! Tried to disable / enable CarPlay after I've exited the car and also switched on/off Flight Mode in hope of finding an interim solution (using Shortcuts to do the above automatically) but the only thing that helps is a reboot of my Iphone. Then everything works until my next drive. I got a BMW 5-Series 2019 using wireless CarPlay. Can't seem to find any updates for CarPlay or iDrive at BMW either.

I found something that works for me! BMW 5-Series. Turn off engine. Press menu to leave CarPlay. Hold the volume-knob to power off the iDrive system. Exit car! Doing that makes my Iphone and Watch work as intended. So this issue is definitely related to wireless CarPlay, maybe even specifically in BMW. If you just turn off the engine and exists the car, it's like the Iphone never gets the "CarPlay-off-signal" and still thinks it connected somehow, disabling certain Watch notifications as per design.